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Vision-based inertial-aided navigation is gaining ground due to its many potential applications. In previous decades, the integration of vision and inertial sensors was monopolised by the defence industry due to its complexity and unrealistic economic burd ...
We propose a very fast and accurate algorithm for pricing swaptions when the underlying term structure dynamics are affine. The efficiency of the algorithm stems from the fact that the moments of the underlying asset (i.e., a coupon bond) possess simple cl ...
In recent years, wearable photoplethysmographic (PPG) biosensors have emerged as promising tools to monitor heart rate (HR) during physical exercise. However, PPG waveforms are easily corrupted by motion artifacts, rendering HR estimation difficult. In thi ...
This study proposes three simple approaches to estimate the stride count and frequency during walking and running using an inertial measurement system on the wrist. The approaches were based on a time-domain, frequency-domain and autocorrelation analysis, ...
In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...
The performance of many color science and imaging algorithms are evaluated based on their mean errors. However, if these errors are not normally distributed, statistical evaluations based on the mean are not appropriate performance metrics. We present a no ...
The Laplacian model is the standard distribution for correlation noise estimation at the turbodecoder in Wyner-Ziv coding schemes. In practice, this hypothesis is not always satisfied and, regularly, the estimated model sensibly differs from the error dist ...
Electrical impedance tomography (EIT) is a non-invasive imaging technique that can measure cardiac-related intra-thoracic impedance changes. EIT-based cardiac output estimation relies on the assumption that the amplitude of the impedance change in the vent ...
